Anic Equity¶

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Total return since start: 0.608 %¶

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Equity now: -----------------------------> 49129.84 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45068.63 Kr¶

PnL: ---------------------------------------> 12.63 Kr¶

DD now: ---------------------------------> -7.512 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-04 09:18:09.884655'

Anic Portfolio¶

Today¶

Return: 0.525 %¶

This Week¶

Return: -0.352 %¶

Total portfolio value¶

Return including deposits: 60.838 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.560000 1670.220000 201.220000 13.700000 1468.999998
Sedana Medical 93 2.900000 2643.060000 122.060000 4.840000 2521.000011
Orrön Energy 180 4.110000 2141.100000 98.100000 4.800000 2043.000000
Platzer Fastigheter Holding B 12 2.350000 992.400000 31.400000 3.270000 960.999996
Hoist Finance 35 0.000000 1004.500000 24.500000 2.500000 980.000000
Sagax B 4 1.200000 877.200000 23.200000 2.720000 854.000000
Atrium Ljungberg B 5 0.520000 957.500000 22.500000 2.410000 935.000000
Catena 2 1.290000 813.600000 21.600000 2.730000 792.000000
Hexatronic Group 12 1.460000 982.320000 15.320000 1.580000 966.999996
JM 6 0.000000 877.800000 13.800000 1.600000 864.000000
BioGaia B 8 0.340000 937.600000 7.600000 0.820000 930.000000
Gränges 9 0.780000 935.100000 7.100000 0.770000 927.999999
Sagax A 4 0.000000 860.000000 6.000000 0.700000 854.000000
Byggmax Group 33 0.550000 958.320000 2.320000 0.240000 956.000001
AcadeMedia 8 0.700000 403.600000 1.600000 0.400000 402.000000
Clas Ohlson B 12 0.000000 974.400000 1.400000 0.140000 972.999996
Bilia A 8 0.000000 900.000000 0.000000 0.000000 900.000000
Biotage 7 -0.370000 939.400000 -1.600000 -0.170000 940.999997
HEXPOL B 9 -0.880000 1018.800000 -2.200000 -0.220000 1020.999996
EQT 4 -0.100000 827.200000 -4.800000 -0.580000 832.000000
OX2 13 0.480000 945.100000 -4.900000 -0.520000 949.999999
Alimak Group 11 0.600000 922.900000 -5.100000 -0.550000 927.999996
ASSA ABLOY B 3 -0.730000 770.100000 -8.900000 -1.140000 779.000001
SKF B 5 -0.110000 931.000000 -9.000000 -0.960000 940.000000
Creaspac SPAC 39 0.110000 3701.100000 -16.900000 -0.450000 3717.999987
Nordic Waterproofing Holding 7 0.000000 943.600000 -23.400000 -2.420000 966.999999
VEF 909 0.000000 1818.000000 -32.000000 -1.730000 1850.000436
Latour B 4 0.240000 820.000000 -37.000000 -4.320000 857.000000
Vitec Software Group B 2 0.100000 1043.000000 -44.000000 -4.050000 1087.000000
Indutrade 5 1.030000 1173.000000 -45.000000 -3.690000 1218.000000
Addnode Group B 11 -2.870000 875.600000 -45.400000 -4.930000 921.000003
Hexagon B 26 0.190000 3396.900000 -64.100000 -1.850000 3461.000010
Bufab 3 -1.650000 1035.600000 -73.400000 -6.620000 1109.000001
INVISIO 16 0.220000 3608.000000 -81.000000 -2.200000 3689.000000
BHG Group 97 1.150000 1370.610000 -88.390000 -6.060000 1458.999989
TOTAL 45068.630000 12.630000 -7.51221% 45056.000411

Updated:¶

'2023-07-04 09:18:26.550300'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶